Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750667.4696 | 649971.432 | 100696.0376 | 433400.006 | 1125236.5833 | -691836.5774 |
Total P&L (%) | 750.6675 | 649.9714 | 100.696 | 433.4 | 1125.2366 | -691.8366 |
Avg Daily Profit (%) | 0.3117 | 0.2699 | 0.0418 | 0.0695 | 0.1041 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150537 | -108151 | -132086 | -1641313 | -974468 | -1320700 |
Profit Factor | 1.7967 | 2.2596 | 1.2362 | 1.0757 | 1.3897 | 0.7565 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 116 | 62 | 54 | 116 | 62 | 54 |
Profitability (%) | 37.2973 | 33.3333 | 41.3043 | 37.2973 | 33.3333 | 41.3043 |
Ratio Avg Win / Avg Loss | 3.0205 | 4.5193 | 1.7568 | 1.8084 | 2.7794 | 1.075 |
Largest Winning Trade | 338291 | 338291 | 60478 | 864208 | 864208 | 214843 |
Largest Losing Trade | -52674 | -32354 | -52674 | -595695 | -459300 | -595695 |
Avg Bars in Trades | 77 | 78 | 76 | 77 | 78 | 76 |
Avg Bars in Winners | 126 | 133 | 120 | 126 | 133 | 120 |
Avg Bars in Losers | 48 | 50 | 45 | 48 | 50 | 45 |
Bars Traded | 14302 | 7266 | 7036 | 14302 | 7266 | 7036 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303440 | 221359 | -139945 | -240258 | -58645 | -582801 |
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{ "first_band": { "type": "bbm", "factors": { "length": 104, "offset": 0, "std": 3.42948 } }, "second_band": { "type": "midpoint", "factors": { "length": 59, "offset": 0 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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